{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 164,
   "metadata": {},
   "outputs": [],
   "source": [
    "dict_index_code = {\n",
    "    \"上证指数\": \"000001.SSE\",\n",
    "    \"深证成指\": \"399001.SZSE\",\n",
    "    \"创业板指\": \"399006.SZSE\",\n",
    "    \"上证50\": \"000016.SSE\",\n",
    "    \"沪深300\": \"000300.SSE\",\n",
    "    \"中证500\": \"000905.SSE\",\n",
    "    \"中证800\": \"000906.SSE\",\n",
    "    \"中证1000\": \"000852.SSE\",\n",
    "    \"科创50\": \"000688.SSE\",\n",
    "    \"中证全指\": \"000985.SSE\",\n",
    "    \"中证全债\": \"H11001.SSE\",\n",
    "    \"中证国债\": \"H11006.SSE\",\n",
    "    \"中证转债\": \"000832.SSE\",\n",
    "    \"商品CFCI\": \"H11061.SSE\",\n",
    "    \"中证2000\":\"932000.OF\",\n",
    "    \"国证2000\":\"399303.SZSE\",\n",
    "    \"中证A500\":\"000510.SSE\",\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 严选池\n",
    "products = {\n",
    "    \"ASD96A\": \"华安合鑫远行二十二号A类\",\n",
    "    \"SLL697\": \"鸣石春天22号\",\n",
    "    \"SNY211\": \"申毅元毅1号\",\n",
    "    \"SQN990\": \"千象成长11号\",\n",
    "    \"SSM234\": \"聚宽中证1000增强6号\",\n",
    "    \"SAAC57\": \"深圳青岸元鼎臻选105号\",\n",
    "    \"SARY77\": \"神农春晓6期\",\n",
    "    \"SAUA10\": \"聚宽A500指数增强二号\",\n",
    "    \"SAYV13\": \"聚宽中证2000增强三号\",\n",
    "}\n",
    "prod_benchmark = {\n",
    "    \"ASD96A\":\"沪深300\",\n",
    "    \"SLL697\":\"中证500\",\n",
    "    # \"SNY211\":\"10年期国债+2%(年化)\",\n",
    "    \"SNY211\":\"中证全债\",\n",
    "    \"SQN990\":\"沪深300\",\n",
    "    \"SSM234\":\"中证1000\",\n",
    "    # \"SAAC57\":\"10年期国债+2%(年化)\",\n",
    "    \"SAAC57\":\"中证全债\",\n",
    "    \"SARY77\":\"沪深300\",\n",
    "    \"SAUA10\":\"中证A500\",\n",
    "    \"SAYV13\":\"中证2000\",\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 全产品\n",
    "products = {\n",
    "    \"AGB81A\": \"申毅惟精量化1号A类\",\n",
    "    \"ASD96A\": \"华安合鑫远行二十二号A类\",\n",
    "    \"AZR22A\": \"鸣石对冲均衡15号A\",\n",
    "    \"BBM91A\": \"华银元鼎双擎一号A\",\n",
    "    \"BBM91B\": \"华银元鼎双擎一号B\",\n",
    "    \"BDM65A\": \"念觉元享500指增稳健Plus35号A\",\n",
    "    \"BGB71A\": \"进化论三维元享A\",\n",
    "    \"BHG59A\": \"启林量化中证1000指数增强40号A\",\n",
    "    \"LW453A\": \"复胜步步高三号\",\n",
    "    \"LY623B\": \"量魁中性对冲二号私募证券投资基金B\",\n",
    "    \"SAAC57\": \"深圳青岸元鼎臻选105号\",\n",
    "    \"SADE96\": \"洛书全天候增强一期A\",\n",
    "    \"SADR78\": \"薏宸价值精选锐进2号\",\n",
    "    \"SAFA33\": \"有谱华章2号\",\n",
    "    \"SAKR59\": \"时间序列元享多策略套利1号\",\n",
    "    \"SAQK94\": \"量道中证500指数增强顺享1号\",\n",
    "    \"SAQY40\": \"无隅鲲鹏500八号\",\n",
    "    \"SARY77\": \"神农春晓6期\",\n",
    "    \"SATD48\": \"宝荟梧桐元一号\",\n",
    "    \"SAUA10\": \"聚宽A500指数增强二号\",\n",
    "    \"SAVG28\": \"宝荟灵策C9号\",\n",
    "    \"SAXQ54\": \"微观博易-古玉六号\",\n",
    "    \"SAYV13\": \"聚宽中证2000增强三号\",\n",
    "    \"SAYZ03\": \"聚宽A500指数增强三号\",\n",
    "    \"SB2832\": \"磐耀偕时\",\n",
    "    \"SB6411\": \"赫富锟铻一号A期量化\",\n",
    "    \"SBEL69\": \"聚宽非线性指增三号\",\n",
    "    \"SCX395\": \"新锐多策略对冲6号\",\n",
    "    \"SET394\": \"金时稳健2号\",\n",
    "    \"SJ0750\": \"宏亮普提科进取\",\n",
    "    \"SJV111\": \"理臻鸿运五号\",\n",
    "    \"SLC998\": \"复利增长7号\",\n",
    "    \"SLL697\": \"鸣石春天22号\",\n",
    "    \"SND029\": \"明泽泰达科创优选2号\",\n",
    "    \"SNY211\": \"申毅元毅1号\",\n",
    "    \"SQE574\": \"理臻汇创\",\n",
    "    \"SQN990\": \"千象成长11号\",\n",
    "    \"SSL649\": \"龙航点金\",\n",
    "    \"SSM234\": \"聚宽中证1000增强6号\",\n",
    "    \"SSU931\": \"泽桐指数增强3号\",\n",
    "    \"SSV201\": \"丰润灵活对冲五期\",\n",
    "    \"STB333\": \"千象成长36号A期\",\n",
    "    \"STJ176\": \"理臻乐享\",\n",
    "    \"STN410\": \"盛世庐阳一期A\",\n",
    "    \"STX548\": \"理臻尊享三号\",\n",
    "    \"SVF995\": \"探融老虎二号智能量化\",\n",
    "    \"SVY358\": \"理臻鸿运精选八号\",\n",
    "    \"SXM598\": \"元启1号\",\n",
    "    \"SXR650\": \"裘塔启元\",\n",
    "    \"SXV940\": \"华银垂云一号\",\n",
    "    \"SZU419\": \"薏宸价值精选18号\",\n",
    "    \"T05424\": \"泽源51号\",\n",
    "    \"T08284\": \"青岸清川三期\",\n",
    "    \"TZ424B\": \"致远量化对冲运作9号B\",\n",
    "    \"VK190B\": \"托特市场中性1号\",\n",
    "}\n",
    "\n",
    "prod_benchmark = {\n",
    "    \"AGB81A\": \"中证1000\",\n",
    "    \"ASD96A\": \"沪深300\",\n",
    "    \"AZR22A\": \"沪深300\",\n",
    "    \"BBM91A\": \"沪深300\",\n",
    "    \"BBM91B\": \"沪深300\",\n",
    "    \"BDM65A\": \"中证500\",\n",
    "    \"BGB71A\": \"沪深300\",\n",
    "    \"BHG59A\": \"中证1000\",\n",
    "    \"LW453A\": \"沪深300\",\n",
    "    \"LY623B\": \"沪深300\",\n",
    "    \"SAAC57\": \"中证全债\",\n",
    "    \"SADE96\": \"中证全债\",\n",
    "    \"SADR78\": \"沪深300\",\n",
    "    \"SAFA33\": \"沪深300\",\n",
    "    \"SAKR59\": \"沪深300\",\n",
    "    \"SAQK94\": \"中证500\",\n",
    "    \"SAQY40\": \"中证500\",\n",
    "    \"SARY77\": \"沪深300\",\n",
    "    \"SATD48\": \"沪深300\",\n",
    "    \"SAUA10\": \"中证A500\",\n",
    "    \"SAVG28\": \"沪深300\",\n",
    "    \"SAXQ54\": \"沪深300\",\n",
    "    \"SAYV13\": \"中证2000\",\n",
    "    \"SAYZ03\": \"中证A500\",\n",
    "    \"SB2832\": \"沪深300\",\n",
    "    \"SB6411\": \"中证500\",\n",
    "    \"SBEL69\": \"沪深300\",\n",
    "    \"SCX395\": \"沪深300\",\n",
    "    \"SET394\": \"沪深300\",\n",
    "    \"SJ0750\": \"中证500\",\n",
    "    \"SJV111\": \"沪深300\",\n",
    "    \"SLC998\": \"沪深300\",\n",
    "    \"SLL697\": \"中证500\",\n",
    "    \"SND029\": \"沪深300\",\n",
    "    \"SNY211\": \"中证全债\",\n",
    "    \"SQE574\": \"沪深300\",\n",
    "    \"SQN990\": \"沪深300\",\n",
    "    \"SSL649\": \"沪深300\",\n",
    "    \"SSM234\": \"中证1000\",\n",
    "    \"SSU931\": \"中证500\",\n",
    "    \"SSV201\": \"中证500\",\n",
    "    \"STB333\": \"沪深300\",\n",
    "    \"STJ176\": \"沪深300\",\n",
    "    \"STN410\": \"沪深300\",\n",
    "    \"STX548\": \"沪深300\",\n",
    "    \"SVF995\": \"中证转债\",\n",
    "    \"SVY358\": \"沪深300\",\n",
    "    \"SXM598\": \"中证全债\",\n",
    "    \"SXR650\": \"沪深300\",\n",
    "    \"SXV940\": \"沪深300\",\n",
    "    \"SZU419\": \"沪深300\",\n",
    "    \"T05424\": \"沪深300\",\n",
    "    \"T08284\": \"沪深300\",\n",
    "    \"TZ424B\": \"沪深300\",\n",
    "    \"VK190B\": \"沪深300\",\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 166,
   "metadata": {},
   "outputs": [],
   "source": [
    "start_time = \"2024-11-01\"\n",
    "end_time = \"2025-10-31\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 167,
   "metadata": {},
   "outputs": [],
   "source": [
    "import os\n",
    "os.environ[\"GYPB_ENV\"] = \"production\"\n",
    "import numpy as np\n",
    "import pandas as pd\n",
    "from xq_factor.factor import LeafFactor, ObjectedLeafFactor, AbstractFactor,ListedFactor\n",
    "from xq_factor.operator import FFILL\n",
    "from xq_factor import Config,add_api\n",
    "from xqdata.constant import Frequency\n",
    "from gypb.db import get_ddbapi,get_rqapi\n",
    "import empyrical\n",
    "import warnings\n",
    "import rqdatac\n",
    "warnings.filterwarnings(\"ignore\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 168,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool = pd.DataFrame(index=products.keys(),data=products.values(),columns=[\"产品名称\"])\n",
    "pool.index.name = \"产品代码\"\n",
    "pool[\"对标基准\"] = pool.index.map(prod_benchmark)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 169,
   "metadata": {},
   "outputs": [],
   "source": [
    "ddbapi = get_ddbapi()\n",
    "add_api(ddbapi)\n",
    "config = Config()\n",
    "config.set_option(\"start_time\",start_time)\n",
    "config.set_option(\"end_time\",end_time)\n",
    "config.set_option(\"api\", \"default\")\n",
    "config.set_option(\"universe\", products.keys())\n",
    "config.set_option(\"frequency\", Frequency.DAILY)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 170,
   "metadata": {},
   "outputs": [],
   "source": [
    "netvalue = FFILL(LeafFactor(\"netvalue\")).use_config(config).value\n",
    "cum_netvalue = FFILL(LeafFactor(\"cum_netvalue\")).use_config(config).value\n",
    "returns = cum_netvalue.diff() / netvalue.shift(1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 171,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[\"涨跌幅\"] = empyrical.cum_returns_final(returns)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 172,
   "metadata": {},
   "outputs": [],
   "source": [
    "rqapi = get_rqapi()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 173,
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_indices_price(start_time,end_time):\n",
    "    indices_price = (\n",
    "        rqapi.get_factor(\n",
    "            \"close\",\n",
    "            dict_index_code.values(),\n",
    "            start_time=start_time,\n",
    "            end_time=end_time,\n",
    "        )[\"close\"]\n",
    "        .unstack()\n",
    "        .rename(columns={value: key for key, value in dict_index_code.items()})\n",
    "    )\n",
    "    return indices_price"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 174,
   "metadata": {},
   "outputs": [],
   "source": [
    "indices_prices = get_indices_price(start_time,end_time)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 175,
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_yeild(stat_date,period=\"10Y\",add=2):\n",
    "    yeild = rqdatac.get_yield_curve(start_date=stat_date, end_date=stat_date, tenor=period, market='cn')+add/100\n",
    "    interval = pd.Timestamp(end_time) - pd.Timestamp(start_time)\n",
    "    years = interval.days/365\n",
    "    return (yeild*years).squeeze()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 176,
   "metadata": {},
   "outputs": [],
   "source": [
    "indices_prices[\"10年期国债+2%(年化)\"] = np.nan\n",
    "indices_prices[\"10年期国债+2%(年化)\"][0] = 1\n",
    "indices_prices[\"10年期国债+2%(年化)\"][-1] = 1 + get_yeild(end_time)\n",
    "indices_prices[\"10年期国债+2%(年化)\"] = indices_prices[\"10年期国债+2%(年化)\"].interpolate()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 177,
   "metadata": {},
   "outputs": [],
   "source": [
    "indices_returns = indices_prices.pct_change()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 178,
   "metadata": {},
   "outputs": [],
   "source": [
    "benchmark_returns = pd.DataFrame(\n",
    "    {\n",
    "        prod_code: indices_returns[benchmark]\n",
    "        for prod_code, benchmark in prod_benchmark.items()\n",
    "    },\n",
    "    index=indices_returns.index,\n",
    ").mask(returns.isna())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 179,
   "metadata": {},
   "outputs": [],
   "source": [
    "benchmark_return = empyrical.cum_returns_final(benchmark_returns)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 180,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[\"基准涨跌幅\"] = benchmark_return"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 181,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[\"超额收益\"] = pool[\"涨跌幅\"] - pool[\"基准涨跌幅\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 182,
   "metadata": {},
   "outputs": [],
   "source": [
    "holdings = pd.read_excel(\"产品保有量汇总查询.xlsx\",header=7)[:-1]\n",
    "holdings = holdings[holdings[\"清算日期\"] == end_time.replace(\"-\",\"\")].groupby(\"产品代码\")[\"市值\"].sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 183,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[\"保有量\"] = holdings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 184,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[\"保有权重\"] = pool[\"保有量\"] / pool[\"保有量\"].sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 185,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool[[\"加权收益\",\"加权基准\",\"加权超额\"]] = pool[[\"涨跌幅\",\"基准涨跌幅\",\"超额收益\"]].mul(pool[\"保有权重\"],axis=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 186,
   "metadata": {},
   "outputs": [],
   "source": [
    "pool.to_excel(\"严选池.xlsx\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 187,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>产品名称</th>\n",
       "      <th>对标基准</th>\n",
       "      <th>涨跌幅</th>\n",
       "      <th>基准涨跌幅</th>\n",
       "      <th>超额收益</th>\n",
       "      <th>保有量</th>\n",
       "      <th>保有权重</th>\n",
       "      <th>加权收益</th>\n",
       "      <th>加权基准</th>\n",
       "      <th>加权超额</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>产品代码</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>AGB81A</th>\n",
       "      <td>申毅惟精量化1号A类</td>\n",
       "      <td>中证1000</td>\n",
       "      <td>0.200330</td>\n",
       "      <td>0.141004</td>\n",
       "      <td>0.059326</td>\n",
       "      <td>1.625604e+07</td>\n",
       "      <td>0.007777</td>\n",
       "      <td>0.001558</td>\n",
       "      <td>1.096600e-03</td>\n",
       "      <td>0.000461</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ASD96A</th>\n",
       "      <td>华安合鑫远行二十二号A类</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.059200</td>\n",
       "      <td>0.229262</td>\n",
       "      <td>-0.170062</td>\n",
       "      <td>3.602863e+07</td>\n",
       "      <td>0.017236</td>\n",
       "      <td>0.001020</td>\n",
       "      <td>3.951674e-03</td>\n",
       "      <td>-0.002931</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>AZR22A</th>\n",
       "      <td>鸣石对冲均衡15号A</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.008652</td>\n",
       "      <td>0.010271</td>\n",
       "      <td>-0.001619</td>\n",
       "      <td>4.245852e+07</td>\n",
       "      <td>0.020313</td>\n",
       "      <td>0.000176</td>\n",
       "      <td>2.086325e-04</td>\n",
       "      <td>-0.000033</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BBM91A</th>\n",
       "      <td>华银元鼎双擎一号A</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.013500</td>\n",
       "      <td>0.143430</td>\n",
       "      <td>-0.129930</td>\n",
       "      <td>6.060600e+06</td>\n",
       "      <td>0.002899</td>\n",
       "      <td>0.000039</td>\n",
       "      <td>4.158699e-04</td>\n",
       "      <td>-0.000377</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BBM91B</th>\n",
       "      <td>华银元鼎双擎一号B</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.012400</td>\n",
       "      <td>0.143430</td>\n",
       "      <td>-0.131030</td>\n",
       "      <td>2.840728e+07</td>\n",
       "      <td>0.013590</td>\n",
       "      <td>0.000169</td>\n",
       "      <td>1.949268e-03</td>\n",
       "      <td>-0.001781</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BDM65A</th>\n",
       "      <td>念觉元享500指增稳健Plus35号A</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.044888</td>\n",
       "      <td>-0.044888</td>\n",
       "      <td>5.319000e+07</td>\n",
       "      <td>0.025447</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.142249e-03</td>\n",
       "      <td>-0.001142</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BGB71A</th>\n",
       "      <td>进化论三维元享A</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.000100</td>\n",
       "      <td>-0.000006</td>\n",
       "      <td>0.000106</td>\n",
       "      <td>1.054480e+08</td>\n",
       "      <td>0.050447</td>\n",
       "      <td>0.000005</td>\n",
       "      <td>-2.815504e-07</td>\n",
       "      <td>0.000005</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BHG59A</th>\n",
       "      <td>启林量化中证1000指数增强40号A</td>\n",
       "      <td>中证1000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.022144</td>\n",
       "      <td>-0.022144</td>\n",
       "      <td>1.700000e+07</td>\n",
       "      <td>0.008133</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.800981e-04</td>\n",
       "      <td>-0.000180</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>LW453A</th>\n",
       "      <td>复胜步步高三号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.468991</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.276023</td>\n",
       "      <td>2.901403e+08</td>\n",
       "      <td>0.138806</td>\n",
       "      <td>0.065099</td>\n",
       "      <td>2.678508e-02</td>\n",
       "      <td>0.038314</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>LY623B</th>\n",
       "      <td>量魁中性对冲二号私募证券投资基金B</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.001899</td>\n",
       "      <td>0.043934</td>\n",
       "      <td>-0.042035</td>\n",
       "      <td>3.617725e+06</td>\n",
       "      <td>0.001731</td>\n",
       "      <td>0.000003</td>\n",
       "      <td>7.603913e-05</td>\n",
       "      <td>-0.000073</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAAC57</th>\n",
       "      <td>深圳青岸元鼎臻选105号</td>\n",
       "      <td>中证全债</td>\n",
       "      <td>0.056849</td>\n",
       "      <td>0.036779</td>\n",
       "      <td>0.020070</td>\n",
       "      <td>1.839927e+08</td>\n",
       "      <td>0.088024</td>\n",
       "      <td>0.005004</td>\n",
       "      <td>3.237398e-03</td>\n",
       "      <td>0.001767</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SADE96</th>\n",
       "      <td>洛书全天候增强一期A</td>\n",
       "      <td>中证全债</td>\n",
       "      <td>0.090386</td>\n",
       "      <td>-0.004984</td>\n",
       "      <td>0.095370</td>\n",
       "      <td>1.477255e+07</td>\n",
       "      <td>0.007067</td>\n",
       "      <td>0.000639</td>\n",
       "      <td>-3.522566e-05</td>\n",
       "      <td>0.000674</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SADR78</th>\n",
       "      <td>薏宸价值精选锐进2号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.257036</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.064068</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAFA33</th>\n",
       "      <td>有谱华章2号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.366585</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.173617</td>\n",
       "      <td>2.200105e+07</td>\n",
       "      <td>0.010526</td>\n",
       "      <td>0.003859</td>\n",
       "      <td>2.031086e-03</td>\n",
       "      <td>0.001827</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAKR59</th>\n",
       "      <td>时间序列元享多策略套利1号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.039379</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.153589</td>\n",
       "      <td>5.670326e+06</td>\n",
       "      <td>0.002713</td>\n",
       "      <td>0.000107</td>\n",
       "      <td>5.234714e-04</td>\n",
       "      <td>-0.000417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAQK94</th>\n",
       "      <td>量道中证500指数增强顺享1号</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.085582</td>\n",
       "      <td>0.068260</td>\n",
       "      <td>0.017322</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAQY40</th>\n",
       "      <td>无隅鲲鹏500八号</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.462332</td>\n",
       "      <td>0.242718</td>\n",
       "      <td>0.219613</td>\n",
       "      <td>5.945890e+06</td>\n",
       "      <td>0.002845</td>\n",
       "      <td>0.001315</td>\n",
       "      <td>6.904314e-04</td>\n",
       "      <td>0.000625</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SARY77</th>\n",
       "      <td>神农春晓6期</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.266600</td>\n",
       "      <td>0.161099</td>\n",
       "      <td>0.105501</td>\n",
       "      <td>2.586792e+07</td>\n",
       "      <td>0.012375</td>\n",
       "      <td>0.003299</td>\n",
       "      <td>1.993683e-03</td>\n",
       "      <td>0.001306</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SATD48</th>\n",
       "      <td>宝荟梧桐元一号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.057600</td>\n",
       "      <td>0.217274</td>\n",
       "      <td>-0.159674</td>\n",
       "      <td>9.395730e+06</td>\n",
       "      <td>0.004495</td>\n",
       "      <td>0.000259</td>\n",
       "      <td>9.766523e-04</td>\n",
       "      <td>-0.000718</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAUA10</th>\n",
       "      <td>聚宽A500指数增强二号</td>\n",
       "      <td>中证A500</td>\n",
       "      <td>0.224100</td>\n",
       "      <td>0.265250</td>\n",
       "      <td>-0.041150</td>\n",
       "      <td>2.081177e+08</td>\n",
       "      <td>0.099566</td>\n",
       "      <td>0.022313</td>\n",
       "      <td>2.640976e-02</td>\n",
       "      <td>-0.004097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAVG28</th>\n",
       "      <td>宝荟灵策C9号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.510800</td>\n",
       "      <td>0.193684</td>\n",
       "      <td>0.317116</td>\n",
       "      <td>1.483912e+07</td>\n",
       "      <td>0.007099</td>\n",
       "      <td>0.003626</td>\n",
       "      <td>1.375003e-03</td>\n",
       "      <td>0.002251</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAXQ54</th>\n",
       "      <td>微观博易-古玉六号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>-0.015200</td>\n",
       "      <td>0.199022</td>\n",
       "      <td>-0.214222</td>\n",
       "      <td>2.462750e+07</td>\n",
       "      <td>0.011782</td>\n",
       "      <td>-0.000179</td>\n",
       "      <td>2.344884e-03</td>\n",
       "      <td>-0.002524</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAYV13</th>\n",
       "      <td>聚宽中证2000增强三号</td>\n",
       "      <td>中证2000</td>\n",
       "      <td>0.195300</td>\n",
       "      <td>0.185842</td>\n",
       "      <td>0.009458</td>\n",
       "      <td>1.225951e+08</td>\n",
       "      <td>0.058651</td>\n",
       "      <td>0.011455</td>\n",
       "      <td>1.089977e-02</td>\n",
       "      <td>0.000555</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SAYZ03</th>\n",
       "      <td>聚宽A500指数增强三号</td>\n",
       "      <td>中证A500</td>\n",
       "      <td>0.096200</td>\n",
       "      <td>0.231850</td>\n",
       "      <td>-0.135650</td>\n",
       "      <td>1.423032e+07</td>\n",
       "      <td>0.006808</td>\n",
       "      <td>0.000655</td>\n",
       "      <td>1.578421e-03</td>\n",
       "      <td>-0.000923</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SB2832</th>\n",
       "      <td>磐耀偕时</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.419973</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.227005</td>\n",
       "      <td>5.502996e+06</td>\n",
       "      <td>0.002633</td>\n",
       "      <td>0.001106</td>\n",
       "      <td>5.080238e-04</td>\n",
       "      <td>0.000598</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SB6411</th>\n",
       "      <td>赫富锟铻一号A期量化</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.284800</td>\n",
       "      <td>0.257069</td>\n",
       "      <td>0.027731</td>\n",
       "      <td>2.262874e+07</td>\n",
       "      <td>0.010826</td>\n",
       "      <td>0.003083</td>\n",
       "      <td>2.782986e-03</td>\n",
       "      <td>0.000300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SBEL69</th>\n",
       "      <td>聚宽非线性指增三号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.007464</td>\n",
       "      <td>-0.007464</td>\n",
       "      <td>5.141485e+07</td>\n",
       "      <td>0.024597</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>1.835864e-04</td>\n",
       "      <td>-0.000184</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SCX395</th>\n",
       "      <td>新锐多策略对冲6号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.094697</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.098270</td>\n",
       "      <td>9.327619e+06</td>\n",
       "      <td>0.004462</td>\n",
       "      <td>0.000423</td>\n",
       "      <td>8.611041e-04</td>\n",
       "      <td>-0.000439</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SET394</th>\n",
       "      <td>金时稳健2号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.142792</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.050176</td>\n",
       "      <td>6.452968e+06</td>\n",
       "      <td>0.003087</td>\n",
       "      <td>0.000441</td>\n",
       "      <td>5.957230e-04</td>\n",
       "      <td>-0.000155</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SJ0750</th>\n",
       "      <td>宏亮普提科进取</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.210646</td>\n",
       "      <td>0.257069</td>\n",
       "      <td>-0.046424</td>\n",
       "      <td>1.338905e+07</td>\n",
       "      <td>0.006405</td>\n",
       "      <td>0.001349</td>\n",
       "      <td>1.646647e-03</td>\n",
       "      <td>-0.000297</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SJV111</th>\n",
       "      <td>理臻鸿运五号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.081620</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.111348</td>\n",
       "      <td>3.346508e+07</td>\n",
       "      <td>0.016010</td>\n",
       "      <td>0.001307</td>\n",
       "      <td>3.089419e-03</td>\n",
       "      <td>-0.001783</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SLC998</th>\n",
       "      <td>复利增长7号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.217622</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.024655</td>\n",
       "      <td>3.754435e+06</td>\n",
       "      <td>0.001796</td>\n",
       "      <td>0.000391</td>\n",
       "      <td>3.466008e-04</td>\n",
       "      <td>0.000044</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SLL697</th>\n",
       "      <td>鸣石春天22号</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.603338</td>\n",
       "      <td>0.257069</td>\n",
       "      <td>0.346269</td>\n",
       "      <td>2.774789e+07</td>\n",
       "      <td>0.013275</td>\n",
       "      <td>0.008009</td>\n",
       "      <td>3.412563e-03</td>\n",
       "      <td>0.004597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SND029</th>\n",
       "      <td>明泽泰达科创优选2号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.610496</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.417529</td>\n",
       "      <td>3.491441e+06</td>\n",
       "      <td>0.001670</td>\n",
       "      <td>0.001020</td>\n",
       "      <td>3.223217e-04</td>\n",
       "      <td>0.000697</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SNY211</th>\n",
       "      <td>申毅元毅1号</td>\n",
       "      <td>中证全债</td>\n",
       "      <td>0.120045</td>\n",
       "      <td>0.036779</td>\n",
       "      <td>0.083266</td>\n",
       "      <td>7.503993e+06</td>\n",
       "      <td>0.003590</td>\n",
       "      <td>0.000431</td>\n",
       "      <td>1.320346e-04</td>\n",
       "      <td>0.000299</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SQE574</th>\n",
       "      <td>理臻汇创</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.225408</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.032441</td>\n",
       "      <td>2.532856e+07</td>\n",
       "      <td>0.012117</td>\n",
       "      <td>0.002731</td>\n",
       "      <td>2.338274e-03</td>\n",
       "      <td>0.000393</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SQN990</th>\n",
       "      <td>千象成长11号</td>\n",
       "      <td>中证1000</td>\n",
       "      <td>0.337689</td>\n",
       "      <td>0.265832</td>\n",
       "      <td>0.071857</td>\n",
       "      <td>2.870558e+07</td>\n",
       "      <td>0.013733</td>\n",
       "      <td>0.004637</td>\n",
       "      <td>3.650679e-03</td>\n",
       "      <td>0.000987</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SSL649</th>\n",
       "      <td>龙航点金</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.445484</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.252517</td>\n",
       "      <td>5.037263e+07</td>\n",
       "      <td>0.024099</td>\n",
       "      <td>0.010736</td>\n",
       "      <td>4.650284e-03</td>\n",
       "      <td>0.006085</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SSM234</th>\n",
       "      <td>聚宽中证1000增强6号</td>\n",
       "      <td>中证1000</td>\n",
       "      <td>0.613322</td>\n",
       "      <td>0.265832</td>\n",
       "      <td>0.347491</td>\n",
       "      <td>1.737292e+08</td>\n",
       "      <td>0.083114</td>\n",
       "      <td>0.050976</td>\n",
       "      <td>2.209429e-02</td>\n",
       "      <td>0.028881</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SSU931</th>\n",
       "      <td>泽桐指数增强3号</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.334831</td>\n",
       "      <td>0.257069</td>\n",
       "      <td>0.077762</td>\n",
       "      <td>1.102779e+07</td>\n",
       "      <td>0.005276</td>\n",
       "      <td>0.001767</td>\n",
       "      <td>1.356248e-03</td>\n",
       "      <td>0.000410</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SSV201</th>\n",
       "      <td>丰润灵活对冲五期</td>\n",
       "      <td>中证500</td>\n",
       "      <td>0.450641</td>\n",
       "      <td>0.257069</td>\n",
       "      <td>0.193572</td>\n",
       "      <td>1.528562e+07</td>\n",
       "      <td>0.007313</td>\n",
       "      <td>0.003295</td>\n",
       "      <td>1.879896e-03</td>\n",
       "      <td>0.001416</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>STB333</th>\n",
       "      <td>千象成长36号A期</td>\n",
       "      <td>中证1000</td>\n",
       "      <td>0.371683</td>\n",
       "      <td>0.265832</td>\n",
       "      <td>0.105852</td>\n",
       "      <td>3.135285e+07</td>\n",
       "      <td>0.015000</td>\n",
       "      <td>0.005575</td>\n",
       "      <td>3.987350e-03</td>\n",
       "      <td>0.001588</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>STJ176</th>\n",
       "      <td>理臻乐享</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.034845</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.158123</td>\n",
       "      <td>3.288096e+06</td>\n",
       "      <td>0.001573</td>\n",
       "      <td>0.000055</td>\n",
       "      <td>3.035494e-04</td>\n",
       "      <td>-0.000249</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>STN410</th>\n",
       "      <td>盛世庐阳一期A</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>-0.197409</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.390377</td>\n",
       "      <td>3.283395e+06</td>\n",
       "      <td>0.001571</td>\n",
       "      <td>-0.000310</td>\n",
       "      <td>3.031154e-04</td>\n",
       "      <td>-0.000613</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>STX548</th>\n",
       "      <td>理臻尊享三号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.122145</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.070822</td>\n",
       "      <td>3.633298e+07</td>\n",
       "      <td>0.017382</td>\n",
       "      <td>0.002123</td>\n",
       "      <td>3.354177e-03</td>\n",
       "      <td>-0.001231</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SVF995</th>\n",
       "      <td>探融老虎二号智能量化</td>\n",
       "      <td>中证转债</td>\n",
       "      <td>0.119809</td>\n",
       "      <td>0.218846</td>\n",
       "      <td>-0.099037</td>\n",
       "      <td>3.988775e+06</td>\n",
       "      <td>0.001908</td>\n",
       "      <td>0.000229</td>\n",
       "      <td>4.176183e-04</td>\n",
       "      <td>-0.000189</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SVY358</th>\n",
       "      <td>理臻鸿运精选八号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>-0.017217</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.210184</td>\n",
       "      <td>4.319224e+07</td>\n",
       "      <td>0.020664</td>\n",
       "      <td>-0.000356</td>\n",
       "      <td>3.987407e-03</td>\n",
       "      <td>-0.004343</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SXM598</th>\n",
       "      <td>元启1号</td>\n",
       "      <td>中证全债</td>\n",
       "      <td>0.207104</td>\n",
       "      <td>0.036779</td>\n",
       "      <td>0.170325</td>\n",
       "      <td>2.671134e+07</td>\n",
       "      <td>0.012779</td>\n",
       "      <td>0.002647</td>\n",
       "      <td>4.699927e-04</td>\n",
       "      <td>0.002177</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SXR650</th>\n",
       "      <td>裘塔启元</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.171792</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.021176</td>\n",
       "      <td>4.824861e+06</td>\n",
       "      <td>0.002308</td>\n",
       "      <td>0.000397</td>\n",
       "      <td>4.454200e-04</td>\n",
       "      <td>-0.000049</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SXV940</th>\n",
       "      <td>华银垂云一号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.065012</td>\n",
       "      <td>0.222507</td>\n",
       "      <td>-0.157495</td>\n",
       "      <td>9.276773e+07</td>\n",
       "      <td>0.044381</td>\n",
       "      <td>0.002885</td>\n",
       "      <td>9.875090e-03</td>\n",
       "      <td>-0.006990</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>SZU419</th>\n",
       "      <td>薏宸价值精选18号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.302921</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>0.109954</td>\n",
       "      <td>1.247240e+07</td>\n",
       "      <td>0.005967</td>\n",
       "      <td>0.001808</td>\n",
       "      <td>1.151423e-03</td>\n",
       "      <td>0.000656</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>T05424</th>\n",
       "      <td>泽源51号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.128469</td>\n",
       "      <td>0.192967</td>\n",
       "      <td>-0.064499</td>\n",
       "      <td>5.296673e+06</td>\n",
       "      <td>0.002534</td>\n",
       "      <td>0.000326</td>\n",
       "      <td>4.889766e-04</td>\n",
       "      <td>-0.000163</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>T08284</th>\n",
       "      <td>青岸清川三期</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>0.059809</td>\n",
       "      <td>0.271151</td>\n",
       "      <td>-0.211342</td>\n",
       "      <td>6.685902e+07</td>\n",
       "      <td>0.031986</td>\n",
       "      <td>0.001913</td>\n",
       "      <td>8.673068e-03</td>\n",
       "      <td>-0.006760</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>TZ424B</th>\n",
       "      <td>致远量化对冲运作9号B</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>-0.043594</td>\n",
       "      <td>0.207535</td>\n",
       "      <td>-0.251129</td>\n",
       "      <td>1.015251e+07</td>\n",
       "      <td>0.004857</td>\n",
       "      <td>-0.000212</td>\n",
       "      <td>1.008013e-03</td>\n",
       "      <td>-0.001220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>VK190B</th>\n",
       "      <td>托特市场中性1号</td>\n",
       "      <td>沪深300</td>\n",
       "      <td>-0.018676</td>\n",
       "      <td>0.128160</td>\n",
       "      <td>-0.146835</td>\n",
       "      <td>9.940222e+06</td>\n",
       "      <td>0.004756</td>\n",
       "      <td>-0.000089</td>\n",
       "      <td>6.094637e-04</td>\n",
       "      <td>-0.000698</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                       产品名称    对标基准       涨跌幅     基准涨跌幅      超额收益  \\\n",
       "产品代码                                                                \n",
       "AGB81A           申毅惟精量化1号A类  中证1000  0.200330  0.141004  0.059326   \n",
       "ASD96A         华安合鑫远行二十二号A类   沪深300  0.059200  0.229262 -0.170062   \n",
       "AZR22A           鸣石对冲均衡15号A   沪深300  0.008652  0.010271 -0.001619   \n",
       "BBM91A            华银元鼎双擎一号A   沪深300  0.013500  0.143430 -0.129930   \n",
       "BBM91B            华银元鼎双擎一号B   沪深300  0.012400  0.143430 -0.131030   \n",
       "BDM65A  念觉元享500指增稳健Plus35号A   中证500  0.000000  0.044888 -0.044888   \n",
       "BGB71A             进化论三维元享A   沪深300  0.000100 -0.000006  0.000106   \n",
       "BHG59A   启林量化中证1000指数增强40号A  中证1000  0.000000  0.022144 -0.022144   \n",
       "LW453A              复胜步步高三号   沪深300  0.468991  0.192967  0.276023   \n",
       "LY623B    量魁中性对冲二号私募证券投资基金B   沪深300  0.001899  0.043934 -0.042035   \n",
       "SAAC57         深圳青岸元鼎臻选105号    中证全债  0.056849  0.036779  0.020070   \n",
       "SADE96           洛书全天候增强一期A    中证全债  0.090386 -0.004984  0.095370   \n",
       "SADR78           薏宸价值精选锐进2号   沪深300  0.257036  0.192967  0.064068   \n",
       "SAFA33               有谱华章2号   沪深300  0.366585  0.192967  0.173617   \n",
       "SAKR59        时间序列元享多策略套利1号   沪深300  0.039379  0.192967 -0.153589   \n",
       "SAQK94      量道中证500指数增强顺享1号   中证500  0.085582  0.068260  0.017322   \n",
       "SAQY40            无隅鲲鹏500八号   中证500  0.462332  0.242718  0.219613   \n",
       "SARY77               神农春晓6期   沪深300  0.266600  0.161099  0.105501   \n",
       "SATD48              宝荟梧桐元一号   沪深300  0.057600  0.217274 -0.159674   \n",
       "SAUA10         聚宽A500指数增强二号  中证A500  0.224100  0.265250 -0.041150   \n",
       "SAVG28              宝荟灵策C9号   沪深300  0.510800  0.193684  0.317116   \n",
       "SAXQ54            微观博易-古玉六号   沪深300 -0.015200  0.199022 -0.214222   \n",
       "SAYV13         聚宽中证2000增强三号  中证2000  0.195300  0.185842  0.009458   \n",
       "SAYZ03         聚宽A500指数增强三号  中证A500  0.096200  0.231850 -0.135650   \n",
       "SB2832                 磐耀偕时   沪深300  0.419973  0.192967  0.227005   \n",
       "SB6411           赫富锟铻一号A期量化   中证500  0.284800  0.257069  0.027731   \n",
       "SBEL69            聚宽非线性指增三号   沪深300  0.000000  0.007464 -0.007464   \n",
       "SCX395            新锐多策略对冲6号   沪深300  0.094697  0.192967 -0.098270   \n",
       "SET394               金时稳健2号   沪深300  0.142792  0.192967 -0.050176   \n",
       "SJ0750              宏亮普提科进取   中证500  0.210646  0.257069 -0.046424   \n",
       "SJV111               理臻鸿运五号   沪深300  0.081620  0.192967 -0.111348   \n",
       "SLC998               复利增长7号   沪深300  0.217622  0.192967  0.024655   \n",
       "SLL697              鸣石春天22号   中证500  0.603338  0.257069  0.346269   \n",
       "SND029           明泽泰达科创优选2号   沪深300  0.610496  0.192967  0.417529   \n",
       "SNY211               申毅元毅1号    中证全债  0.120045  0.036779  0.083266   \n",
       "SQE574                 理臻汇创   沪深300  0.225408  0.192967  0.032441   \n",
       "SQN990              千象成长11号  中证1000  0.337689  0.265832  0.071857   \n",
       "SSL649                 龙航点金   沪深300  0.445484  0.192967  0.252517   \n",
       "SSM234         聚宽中证1000增强6号  中证1000  0.613322  0.265832  0.347491   \n",
       "SSU931             泽桐指数增强3号   中证500  0.334831  0.257069  0.077762   \n",
       "SSV201             丰润灵活对冲五期   中证500  0.450641  0.257069  0.193572   \n",
       "STB333            千象成长36号A期  中证1000  0.371683  0.265832  0.105852   \n",
       "STJ176                 理臻乐享   沪深300  0.034845  0.192967 -0.158123   \n",
       "STN410              盛世庐阳一期A   沪深300 -0.197409  0.192967 -0.390377   \n",
       "STX548               理臻尊享三号   沪深300  0.122145  0.192967 -0.070822   \n",
       "SVF995           探融老虎二号智能量化    中证转债  0.119809  0.218846 -0.099037   \n",
       "SVY358             理臻鸿运精选八号   沪深300 -0.017217  0.192967 -0.210184   \n",
       "SXM598                 元启1号    中证全债  0.207104  0.036779  0.170325   \n",
       "SXR650                 裘塔启元   沪深300  0.171792  0.192967 -0.021176   \n",
       "SXV940               华银垂云一号   沪深300  0.065012  0.222507 -0.157495   \n",
       "SZU419            薏宸价值精选18号   沪深300  0.302921  0.192967  0.109954   \n",
       "T05424                泽源51号   沪深300  0.128469  0.192967 -0.064499   \n",
       "T08284               青岸清川三期   沪深300  0.059809  0.271151 -0.211342   \n",
       "TZ424B          致远量化对冲运作9号B   沪深300 -0.043594  0.207535 -0.251129   \n",
       "VK190B             托特市场中性1号   沪深300 -0.018676  0.128160 -0.146835   \n",
       "\n",
       "                 保有量      保有权重      加权收益          加权基准      加权超额  \n",
       "产品代码                                                              \n",
       "AGB81A  1.625604e+07  0.007777  0.001558  1.096600e-03  0.000461  \n",
       "ASD96A  3.602863e+07  0.017236  0.001020  3.951674e-03 -0.002931  \n",
       "AZR22A  4.245852e+07  0.020313  0.000176  2.086325e-04 -0.000033  \n",
       "BBM91A  6.060600e+06  0.002899  0.000039  4.158699e-04 -0.000377  \n",
       "BBM91B  2.840728e+07  0.013590  0.000169  1.949268e-03 -0.001781  \n",
       "BDM65A  5.319000e+07  0.025447  0.000000  1.142249e-03 -0.001142  \n",
       "BGB71A  1.054480e+08  0.050447  0.000005 -2.815504e-07  0.000005  \n",
       "BHG59A  1.700000e+07  0.008133  0.000000  1.800981e-04 -0.000180  \n",
       "LW453A  2.901403e+08  0.138806  0.065099  2.678508e-02  0.038314  \n",
       "LY623B  3.617725e+06  0.001731  0.000003  7.603913e-05 -0.000073  \n",
       "SAAC57  1.839927e+08  0.088024  0.005004  3.237398e-03  0.001767  \n",
       "SADE96  1.477255e+07  0.007067  0.000639 -3.522566e-05  0.000674  \n",
       "SADR78           NaN       NaN       NaN           NaN       NaN  \n",
       "SAFA33  2.200105e+07  0.010526  0.003859  2.031086e-03  0.001827  \n",
       "SAKR59  5.670326e+06  0.002713  0.000107  5.234714e-04 -0.000417  \n",
       "SAQK94           NaN       NaN       NaN           NaN       NaN  \n",
       "SAQY40  5.945890e+06  0.002845  0.001315  6.904314e-04  0.000625  \n",
       "SARY77  2.586792e+07  0.012375  0.003299  1.993683e-03  0.001306  \n",
       "SATD48  9.395730e+06  0.004495  0.000259  9.766523e-04 -0.000718  \n",
       "SAUA10  2.081177e+08  0.099566  0.022313  2.640976e-02 -0.004097  \n",
       "SAVG28  1.483912e+07  0.007099  0.003626  1.375003e-03  0.002251  \n",
       "SAXQ54  2.462750e+07  0.011782 -0.000179  2.344884e-03 -0.002524  \n",
       "SAYV13  1.225951e+08  0.058651  0.011455  1.089977e-02  0.000555  \n",
       "SAYZ03  1.423032e+07  0.006808  0.000655  1.578421e-03 -0.000923  \n",
       "SB2832  5.502996e+06  0.002633  0.001106  5.080238e-04  0.000598  \n",
       "SB6411  2.262874e+07  0.010826  0.003083  2.782986e-03  0.000300  \n",
       "SBEL69  5.141485e+07  0.024597  0.000000  1.835864e-04 -0.000184  \n",
       "SCX395  9.327619e+06  0.004462  0.000423  8.611041e-04 -0.000439  \n",
       "SET394  6.452968e+06  0.003087  0.000441  5.957230e-04 -0.000155  \n",
       "SJ0750  1.338905e+07  0.006405  0.001349  1.646647e-03 -0.000297  \n",
       "SJV111  3.346508e+07  0.016010  0.001307  3.089419e-03 -0.001783  \n",
       "SLC998  3.754435e+06  0.001796  0.000391  3.466008e-04  0.000044  \n",
       "SLL697  2.774789e+07  0.013275  0.008009  3.412563e-03  0.004597  \n",
       "SND029  3.491441e+06  0.001670  0.001020  3.223217e-04  0.000697  \n",
       "SNY211  7.503993e+06  0.003590  0.000431  1.320346e-04  0.000299  \n",
       "SQE574  2.532856e+07  0.012117  0.002731  2.338274e-03  0.000393  \n",
       "SQN990  2.870558e+07  0.013733  0.004637  3.650679e-03  0.000987  \n",
       "SSL649  5.037263e+07  0.024099  0.010736  4.650284e-03  0.006085  \n",
       "SSM234  1.737292e+08  0.083114  0.050976  2.209429e-02  0.028881  \n",
       "SSU931  1.102779e+07  0.005276  0.001767  1.356248e-03  0.000410  \n",
       "SSV201  1.528562e+07  0.007313  0.003295  1.879896e-03  0.001416  \n",
       "STB333  3.135285e+07  0.015000  0.005575  3.987350e-03  0.001588  \n",
       "STJ176  3.288096e+06  0.001573  0.000055  3.035494e-04 -0.000249  \n",
       "STN410  3.283395e+06  0.001571 -0.000310  3.031154e-04 -0.000613  \n",
       "STX548  3.633298e+07  0.017382  0.002123  3.354177e-03 -0.001231  \n",
       "SVF995  3.988775e+06  0.001908  0.000229  4.176183e-04 -0.000189  \n",
       "SVY358  4.319224e+07  0.020664 -0.000356  3.987407e-03 -0.004343  \n",
       "SXM598  2.671134e+07  0.012779  0.002647  4.699927e-04  0.002177  \n",
       "SXR650  4.824861e+06  0.002308  0.000397  4.454200e-04 -0.000049  \n",
       "SXV940  9.276773e+07  0.044381  0.002885  9.875090e-03 -0.006990  \n",
       "SZU419  1.247240e+07  0.005967  0.001808  1.151423e-03  0.000656  \n",
       "T05424  5.296673e+06  0.002534  0.000326  4.889766e-04 -0.000163  \n",
       "T08284  6.685902e+07  0.031986  0.001913  8.673068e-03 -0.006760  \n",
       "TZ424B  1.015251e+07  0.004857 -0.000212  1.008013e-03 -0.001220  \n",
       "VK190B  9.940222e+06  0.004756 -0.000089  6.094637e-04 -0.000698  "
      ]
     },
     "execution_count": 187,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "pool"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 188,
   "metadata": {},
   "outputs": [],
   "source": [
    "poolsum = pool.sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 189,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "产品名称     申毅惟精量化1号A类华安合鑫远行二十二号A类鸣石对冲均衡15号A华银元鼎双擎一号A华银元鼎双...\n",
       "对标基准     中证1000沪深300沪深300沪深300沪深300中证500沪深300中证1000沪深30...\n",
       "涨跌幅                                               9.958715\n",
       "基准涨跌幅                                             9.453595\n",
       "超额收益                                               0.50512\n",
       "保有量                                          2090254617.46\n",
       "保有权重                                                   1.0\n",
       "加权收益                                              0.229111\n",
       "加权基准                                              0.172756\n",
       "加权超额                                              0.056355\n",
       "dtype: object"
      ]
     },
     "execution_count": 189,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "poolsum"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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